Displaying similar documents to “Bayesian nonparametric estimation of hazard rate in monotone Aalen model”

Robust median estimator for generalized linear models with binary responses

Tomáš Hobza, Leandro Pardo, Igor Vajda (2012)

Kybernetika

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The paper investigates generalized linear models (GLM's) with binary responses such as the logistic, probit, log-log, complementary log-log, scobit and power logit models. It introduces a median estimator of the underlying structural parameters of these models based on statistically smoothed binary responses. Consistency and asymptotic normality of this estimator are proved. Examples of derivation of the asymptotic covariance matrix under the above mentioned models are presented. Finally...

Several applications of divergence criteria in continuous families

Michel Broniatowski, Igor Vajda (2012)

Kybernetika

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This paper deals with four types of point estimators based on minimization of information-theoretic divergences between hypothetical and empirical distributions. These were introduced (i) by Liese and Vajda [9] and independently Broniatowski and Keziou [3], called here power superdivergence estimators, (ii) by Broniatowski and Keziou [4], called here power subdivergence estimators, (iii) by Basu et al. [2], called here power pseudodistance estimators, and (iv) by Vajda [18] called here...

Probabilistic properties of the continuous double auction

Martin Šmíd (2012)

Kybernetika

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In this paper we formulate a general model of the continuous double auction. We (recursively) describe the distribution of the model. As a useful by-product, we give a (recursive) analytic description of the distribution of the process of the best quotes (bid and ask).